+135.8%
ACM vs SBAC
+97.3%
+38.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.7% | +5.1% |
| 7D | +6.9% | +3.0% | +3.9% | +6.1% |
| 30D | +19.1% | +4.3% | +14.8% | +17.7% |
| 3M | -6.9% | +4.1% | -11.1% | -8.1% |
| 6M | -12.0% | -11.6% | -0.4% | -9.7% |
| YTD | -25.1% | +0.4% | -25.5% | -26.5% |
| 1Y | -45.4% | -1.1% | -44.3% | -46.2% |
| 3Y | -6.9% | -7.3% | +0.3% | -8.8% |
| 5Y | +3.7% | -40.8% | +44.5% | +16.0% |
| 10Y | +135.8% | +103.0% | +32.8% | +159.0% |
| All | +135.8% | +97.3% | +38.5% | +159.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling